NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 96.45 94.01 -2.44 -2.5% 96.66
High 96.68 95.38 -1.30 -1.3% 97.67
Low 93.85 93.91 0.06 0.1% 93.85
Close 94.08 95.32 1.24 1.3% 95.32
Range 2.83 1.47 -1.36 -48.1% 3.82
ATR 1.43 1.43 0.00 0.2% 0.00
Volume 219,244 195,325 -23,919 -10.9% 769,031
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 99.28 98.77 96.13
R3 97.81 97.30 95.72
R2 96.34 96.34 95.59
R1 95.83 95.83 95.45 96.09
PP 94.87 94.87 94.87 95.00
S1 94.36 94.36 95.19 94.62
S2 93.40 93.40 95.05
S3 91.93 92.89 94.92
S4 90.46 91.42 94.51
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 107.07 105.02 97.42
R3 103.25 101.20 96.37
R2 99.43 99.43 96.02
R1 97.38 97.38 95.67 96.50
PP 95.61 95.61 95.61 95.17
S1 93.56 93.56 94.97 92.68
S2 91.79 91.79 94.62
S3 87.97 89.74 94.27
S4 84.15 85.92 93.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.67 93.85 3.82 4.0% 1.53 1.6% 38% False False 153,806
10 97.75 93.85 3.90 4.1% 1.39 1.5% 38% False False 129,232
20 102.20 93.85 8.35 8.8% 1.40 1.5% 18% False False 108,538
40 105.55 93.85 11.70 12.3% 1.35 1.4% 13% False False 77,663
60 105.55 93.85 11.70 12.3% 1.22 1.3% 13% False False 60,636
80 105.55 93.85 11.70 12.3% 1.15 1.2% 13% False False 49,277
100 105.55 93.85 11.70 12.3% 1.11 1.2% 13% False False 41,114
120 105.55 93.72 11.83 12.4% 1.07 1.1% 14% False False 35,345
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.63
2.618 99.23
1.618 97.76
1.000 96.85
0.618 96.29
HIGH 95.38
0.618 94.82
0.500 94.65
0.382 94.47
LOW 93.91
0.618 93.00
1.000 92.44
1.618 91.53
2.618 90.06
4.250 87.66
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 95.10 95.37
PP 94.87 95.35
S1 94.65 95.34

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These figures are updated between 7pm and 10pm EST after a trading day.

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